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J-GLOBAL ID：202002224791931298   Reference number：20A0715760

Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss

Steinの損失の下での非関連回帰モデルにおける共分散行列推定【JST・京大機械翻訳】

Author (2)： Matsuura Shun (Faculty of Science and Technology, Keio University, Yokohama, Kanagawa, Japan) ,  Kurata Hiroshi (Graduate School of Arts and Sciences, The University of Tokyo, Meguro-ku, Tokyo, Japan)
Material： Statistical Methods & Applications
Volume： 29  Issue： 1  Page： 79-99  Publication year： 2020 
JST Material Number： W4966A  ISSN： 1618-2510  Document type： Article
Article type： 原著論文  Country of issue： Germany, Federal Republic of (DEU)  Language： ENGLISH (EN)

Abstract/Point： Abstract: A seemingly unrelate...

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Thesaurus term： least squares estimation ,  estimator ,  loss function ,  *regression model ,  Numerical Simulation ,  regression coefficient ,  correlation matrix ,  *covariance matrix

Author keywords (5)： Correlation matrix ,  Covariance matrix ,  Equivariant estimator ,  Generalized least squares estimator ,  Seemingly unrelated regression model

JST classification (3)： Signal theory  (ND02020G) ,  Statistics  (AB08000H) ,  Algebra  (AB02000R)

Terms in the title (4)： 損失 ,  回帰モデル ,  共分散行列 ,  推定